Tapeab

WDC

Gamma exposure levels

Back to GEX

Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$24.42 (±4.9%)
477.08 — 525.92
MonthlyJun 18
±$53.03 (±10.6%)
448.47 — 554.53
QuarterlySep 18
±$183.90 (±36.7%)
317.60 — 685.40
Spot
501.5
Call Wall
482.5
Put Wall
487.5
Zero Gamma
495
Net GEX ($M)
-0.6

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 525.9
Near EM 477.1
1M EM 554.5
1M EM 448.5
Spot 501.5
575
0
572.5
567.5
0
562.5
557.5
0
552.5
547.5
542.5
0.2
0
537.5
532.5
0
0
527.5
522.5
0
517.5
512.5
507.5
0
0
502.5
0.1
497.5
0
0
492.5
0
0
487.5
0.4
Put Wall
482.5
0
0.1
Call Wall
477.5
472.5
0.1
0
467.5
0
462.5
457.5
452.5
447.5
442.5
0
437.5
432.5
427.5